Statistics and Data Analysis for Financial Engineering

David Ruppert

This is the web site of the first edition. The second edition's web site is at
Second Edition

The R programs included here will generate many of the figures, tables, and other computational results in the book.

The R programs have been tested on R 2.12.0 and packages downloaded during Oct and Nov of 2010.
(An exception is that the R programs in the Chapter 20 folder that use R2WinBUGS were
tested on R 2.8.0.) A few of the
computational results will differ
from those in the book which were obtained using earlier versions of R.
There is no guarantee that these programs will run under later versions of R. Also, see "Errata" for some comments on R
functions that I have found to be less stable.